Why you should use high frequency data to test the impact of exchange rate on trade
| dc.contributor.author | Shaar, Karam | |
| dc.contributor.author | Khaled, Mohammed | |
| dc.date.accessioned | 2017-03-08T23:10:33Z | |
| dc.date.accessioned | 2022-07-11T21:21:30Z | |
| dc.date.available | 2017-03-08T23:10:33Z | |
| dc.date.available | 2022-07-11T21:21:30Z | |
| dc.date.copyright | 2017 | |
| dc.date.issued | 2017 | |
| dc.description.abstract | This study suggests that testing the impact of exchange rate on trade should be done using high frequency data. Using different data frequencies for identical periods and specifications between the US and Canada, we show that low frequency data might suppress and distort the evidence of the impact of exchange rate on trade in the short-run and the long-run. | en_NZ |
| dc.format | en_NZ | |
| dc.identifier.uri | https://ir.wgtn.ac.nz/handle/123456789/20137 | |
| dc.language.iso | en_NZ | |
| dc.publisher | Te Herenga Waka—Victoria University of Wellington | en_NZ |
| dc.relation.ispartofseries | SEF Working paper ; 02/2017 | en_NZ |
| dc.rights.rightsholder | http://www.victoria.ac.nz/sef/research/sef-working-papers | en_NZ |
| dc.subject | Data frequency | en_NZ |
| dc.subject | Exchange rate and trade | en_NZ |
| dc.subject | J-Curve Theory | en_NZ |
| dc.subject | ARDL Cointegration | en_NZ |
| dc.subject | US-Canada trade | en_NZ |
| dc.title | Why you should use high frequency data to test the impact of exchange rate on trade | en_NZ |
| dc.type | Text | en_NZ |
| vuwschema.contributor.unit | School of Economics and Finance | en_NZ |
| vuwschema.subject.anzsrcfor | 140210 International Economics and International Finance | en_NZ |
| vuwschema.subject.anzsrcforV2 | 350207 International finance | en_NZ |
| vuwschema.subject.anzsrcforV2 | 380110 International economics | en_NZ |
| vuwschema.type.vuw | Working or Occasional Paper | en_NZ |
